Claude Trading Bot 5-Layer Architecture Playbook

Opinionated architecture for building a Claude-driven trading bot that survives deployment day: Layer 1 market data (identical shapes for backtest + live), Layer 2 strategy (opinions not orders), Layer 3 risk gate (yes / yes-but-smaller / no-correlation / no-already-down), Layer 4 execution (unique client_order_id, WebSocket idempotency), Layer 5 ledger (log everything, broker position = truth). Build ledger and risk gate FIRST, then earn the right to add strategies.

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